The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
2012
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Details
Title
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Keywords
Subject(s)
Issue Date
2012-11
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
Record Identifier
https://ageconsearch.umn.edu/record/274620
Language
English
Total Pages
40
JEL Codes
C22
Series Statement
Working Paper No. 1300